Feb 27, 2015
Nifty Vs OI
The Nifty futures open interest decreased by
BankNifty futures open interest has decreased by 26.11%
as market closed at 8683.85 levels.
The Nifty March future closed at premium of
points against a premium of 48.70 points. The April
series closed at a premium of 108.70 points.
The Implied Volatility of at the money options has
increased from 18.56% to 20.38%.
Nifty PCR-OI has decreased from 0.88 to 0.87 levels.
The total OI of the market is Rs. 1,48,547/- cr. and the
stock futures OI is Rs. 64,257/- cr.
Few of the liquid counters where we have seen high cost
of carry are IOB, JPPOWER, HDFCBANK, AMTEKAUTO
FIIs bought significantly in cash market segment of
worth Rs. 2312 crores. In Index Futures they were net
sellers of worth Rs. 870 crores with significant fall in
open interest due to expiry.
In Index Options they were net sellers of worth Rs.
205/- crores with good amount of fall in open
interest. Being start of new series and also due to
upcoming budget buildup in Nifty options is quite
scattered. In call options we saw good amount of
9200 strike price which is
resistance zone for Nifty. 8800 & 8900 call options
also added some buildup yesterday. In put options
8500-8800 strikes added decent buildup. We also
witness deep out the money strikes like 8000 call &
9500 put options adding decent buildup and we
believe these is short strange formation expecting
movement between these levels.
Rollover in Nifty is in line at 80.54% and of BankNifty
is on the lower side at 62.05%.
Feb 27, 2015
FII Statistics for 26-Feb-2015
Turnover on 26-Feb-2015
Nifty Spot =8683.85
Lot Size = 25
Note: Above mentioned Bullish or Bearish Spreads in Nifty (Mar Series) are given as an information and not as a recommendation.
Nifty Put-Call Analysis
Feb 27, 2015
Ratio Bull Call Spread
Marginal loss on expiry.
Loss on expiry.
Ratio Bull Call Spread
No profit no loss.
Profit booked on expiry.
Research Team Tel: 022 - 39357800
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